+24.7%
Z vs FWONK
+264.6%
-239.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -3.0% | -6.2% | +3.2% | -0.3% |
| 30D | -4.2% | -0.6% | -3.6% | -4.0% |
| 3M | -3.7% | +11.1% | -14.8% | -8.0% |
| 6M | -24.5% | +11.7% | -36.2% | -28.5% |
| YTD | -49.3% | -3.1% | -46.2% | -49.2% |
| 1Y | -58.7% | -4.2% | -54.5% | -58.5% |
| 3Y | -34.1% | +38.3% | -72.5% | -45.1% |
| 5Y | -64.5% | +92.2% | -156.7% | -74.4% |
| 10Y | -0.5% | +355.4% | -355.9% | -48.4% |
| All | +24.7% | +264.6% | -239.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling